scientific article; zbMATH DE number 4007398

MaRDI QIDQ3757102zbMATH OpenFDO

Authors Philippe Biane, J.-F. Le Gall, Marc Yor

Publication date 1987

Full work available at URL http://www.numdam.org/item?id=SPS_1987__21__270_0, https://eudml.org/doc/113598

zbMATH Keywords

Brownian motionlocal timeBrownian bridge

Mathematics Subject Classification ID

Brownian motion (60J65)

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Cited in

(17)

• Markovian structure in the concave majorant of Brownian motion
• The asymptotic distribution of the diameter of a random mapping
• О УСЛОВНОМ ПРОЦЕССЕ С ДИФРАКЦИЕЙ НА ГЛАДКОЙ ОБЛАСТИ В R2
• The Slepian zero set, and Brownian bridge embedded in Brownian motion by a spacetime shift
• Scaled penalization of Brownian motion with drift and the Brownian ascent
• Random Brownian scaling identities and splicing of Bessel processes
• Order statistics for jumps of normalised subordinators
• Random scaling and sampling of Brownian motion
• A remark about the norm of a Brownian bridge
• Central limit theorem for the Edwards model
• On a one-parameter generalization of the Brownian bridge and associated quadratic functionals
• Self-similar co-ascent processes and Palm calculus
• On the law of a triplet associated with the pseudo-Brownian bridge
• A propos de l'inverse du mouvement brownien
• A point process associated with local maxima of Brownian motion
• Dual representations of Laplace transforms of Brownian excursion and generalized meanders
• Applications of the continuous-time ballot theorem to Brownian motion and related processes.

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